Pages that link to "Item:Q1601359"
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The following pages link to Option pricing by large risk aversion utility under transaction costs (Q1601359):
Displaying 13 items.
- Essential supremum and essential maximum with respect to random preference relations (Q393279) (← links)
- Bounds for the utility-indifference prices of non-traded assets in incomplete markets (Q816441) (← links)
- Convergence of utility indifference prices to the superreplication price (Q857825) (← links)
- European option pricing and hedging with both fixed and proportional transaction costs (Q956487) (← links)
- Option hedging theory under transaction costs (Q1042722) (← links)
- A note on utility-based pricing in models with transaction costs (Q2351403) (← links)
- On barrier option pricing in binomial market with transaction costs (Q2383667) (← links)
- No arbitrage conditions and liquidity (Q2642001) (← links)
- The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time (Q4464011) (← links)
- On the optimal portfolio for the exponential utility maximization: remarks to the six-author paper (Q4551808) (← links)
- A Complement to the Grigoriev Theorem for the Kabanov Model (Q5120714) (← links)
- General indifference pricing with small transaction costs (Q5278183) (← links)
- Risk measures beyond frictionless markets (Q6557369) (← links)
